Index Reduction for Differential-Algebraic Equations with Mixed Matrices

Differential-algebraic equations (DAEs) are widely used for modeling of dynamical systems. The difficulty in solving numerically a DAE is measured by its differentiation index. For highly accurate simulation of dynamical systems, it is important to convert high-index DAEs into low-index DAEs. Most of existing simulation software packages for dynamical systems are equipped with an index-reduction algorithm given by Mattsson and S\"{o}derlind. Unfortunately, this algorithm fails if there are numerical cancellations. These numerical cancellations are often caused by accurate constants in structural equations. Distinguishing those accurate constants from generic parameters that represent physical quantities, Murota and Iri introduced the notion of a mixed matrix as a mathematical tool for faithful model description in structural approach to systems analysis. For DAEs described with the use of mixed matrices, efficient algorithms to compute the index have been developed by exploiting matroid theory. This paper presents an index-reduction algorithm for linear DAEs whose coefficient matrices are mixed matrices, i.e., linear DAEs containing physical quantities as parameters. Our algorithm detects numerical cancellations between accurate constants, and transforms a DAE into an equivalent DAE to which Mattsson--S\"{o}derlind's index-reduction algorithm is applicable. Our algorithm is based on the combinatorial relaxation approach, which is a framework to solve a linear algebraic problem by iteratively relaxing it into an efficiently solvable combinatorial optimization problem. The algorithm does not rely on symbolic manipulations but on fast combinatorial algorithms on graphs and matroids. Furthermore, we provide an improved algorithm under an assumption based on dimensional analysis of dynamical systems.Comment: A preliminary version of this paper is to appear in Proceedings of the Eighth SIAM Workshop on Combinatorial Scientific Computing, Bergen, Norway, June 201

Time-domain analysis of large-scale circuits by matrix exponential method with adaptive control

We propose an explicit numerical integration method based on matrix exponential operator for transient analysis of large-scale circuits. Solving the differential equation analytically, the limiting factor of maximum time step changes largely from the stability and Taylor truncation error to the error in computing the matrix exponential operator. We utilize Krylov subspace projection to reduce the computation complexity of matrix exponential operator. We also devise a prediction-correction scheme tailored for the matrix exponential approach to dynamically adjust the step size and the order of Krylov subspace approximation. Numerical experiments show the advantages of the proposed method compared with the implicit trapezoidal method. © 1982-2012 IEEE.published_or_final_versio

Computational Methods for Nonlinear Systems Analysis With Applications in Mathematics and Engineering

An investigation into current methods and new approaches for solving systems of nonlinear equations was performed. Nontraditional methods for implementing arc-length type solvers were developed in search of a more robust capability for solving general systems of nonlinear algebraic equations. Processes for construction of parameterized curves representing the many possible solutions to systems of equations versus finding single or point solutions were established. A procedure based on these methods was then developed to identify static equilibrium states for solutions to multi-body-dynamic systems. This methodology provided for a pictorial of the overall solution to a given system, which demonstrated the possibility of multiple candidate equilibrium states for which a procedure for selection of the proper state was proposed. Arc-length solvers were found to identify and more readily trace solution curves as compared to other solvers making such an approach practical. Comparison of proposed methods was made to existing methods found in the literature and commercial software with favorable results. Finally, means for parallel processing of the Jacobian matrix inherent to the arc-length and other nonlinear solvers were investigated, and an efficient approach for implementation was identified. Several case studies were performed to substantiate results. Commercial software was also used in some instances for additional results verification

Modeling and computational issues in the development of batch processes

Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 1997.Includes bibliographical references (p. 385-401).by Russell John Allgor.Ph.D

Modelling chassis flexibility in vehicle dynamics simulation

This thesis deals with the development of advanced mathematical models for the assessment of the influence of chassis flexibility on vehicle handling qualities. A review of the literature relevant to the subject is presented and discussed in the first part of the thesis. A preliminary model that includes chassis flexibility is then developed and employed for a first assessment of the significance of chassis flexibility. In the second part of the thesis a symbolic multibody library for vehicle dynamics simulations is introduced. This library constitutes the basis for the development of an advanced 14-degrees-of-freedom vehicle model that includes chassis flexibility. The model is then demonstrated using a set of data relative to a real vehicle. Finally, simulation results are discussed and conclusions are presented. The advanced model fully exploits a novel multibody formulation which represent the kinematics and the dynamics of the system with a level of accuracy which is typical of numeric multibody models while retaining the benefits of purpose-developed hand- derived models. More specifically, a semi-recursive formulation, a velocity projection technique and a symbolic development are, for the first time, coupled with flexible body modelling. The effect of chassis flexibility on vehicle handling is observed through the analysis of open- and closed-loop manoeuvres. Results show that chassis flexibility induces variations of lateral load transfer distribution and suspension kinematics that sensibly affect the steady-state behaviour of the vehicle. Further effects on dynamic response and high-speed stability are demonstrated. Also, optimal control theory is employed to demonstrate the existence of a strict correlation between chassis flexibility and driver behaviour. The research yields new insights into the dynamics of vehicles with a flexible chassis and highlights critical aspects of chassis design. Although the focus is on sports and race cars, both the modelling approach and the results can be extended to other vehicles.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Multishift variants of the QZ algorithm with aggressive early deflation

New variants of the QZ algorithm for solving the generalized eigenvalue problem are proposed. An extension of the small-bulge multishift QR algorithm is developed, which chases chains of many small bulges instead of only one bulge in each QZ iteration. This allows the effective use of level 3 BLAS operations, which in turn can provide efficient utilization of high performance computing systems with deep memory hierarchies. Moreover, an extension of the aggressive early deflation strategy is proposed, which can identify and de. ate converged eigenvalues long before classic deflation strategies would. Consequently, the number of overall QZ iterations needed until convergence is considerably reduced. As a third ingredient, we reconsider the deflation of infinite eigenvalues and present a new deflation algorithm, which is particularly effective in the presence of a large number of infinite eigenvalues. Combining all these developments, our implementation significantly improves existing implementations of the QZ algorithm. This is demonstrated by numerical experiments with random matrix pairs as well as with matrix pairs arising from various applications

A mixed-signal computer architecture and its application to power system problems

Radical changes are taking place in the landscape of modern power systems. This massive shift in the way the system is designed and operated has been termed the advent of the ``smart grid''. One of its implications is a strong market pull for faster power system analysis computing. This work is concerned in particular with transient simulation, which is one of the most demanding power system analyses. This refers to the imitation of the operation of the real-world system over time, for time scales that cover the majority of slow electromechanical transient phenomena. The general mathematical formulation of the simulation problem includes a set of non-linear differential algebraic equations (DAEs). In the algebraic part of this set, heavy linear algebra computations are included, which are related to the admittance matrix of the topology. These computations are a critical factor to the overall performance of a transient simulator. This work proposes the use of analog electronic computing as a means of exceeding the performance barriers of conventional digital computers for the linear algebra operations. Analog computing is integrated in the frame of a power system transient simulator yielding significant computational performance benefits to the latter. Two hybrid, analog and digital computers are presented. The first prototype has been implemented using reconfigurable hardware. In its core, analog computing is used for linear algebra operations, while pipelined digital resources on a field programmable gate array (FPGA) handle all remaining computations. The properties of the analog hardware are thoroughly examined, with special attention to accuracy and timing. The application of the platform to the transient analysis of power system dynamics showed a speedup of two orders of magnitude against conventional software solutions. The second prototype is proposed as a future conceptual architecture that would overcome the limitations of the already implemented hardware, while retaining its virtues. The design space of this future architecture has been thoroughly explored, with the help of a software emulator. For one possible suggested implementation, speedups of four orders of magnitude against software solvers have been observed for the linear algebra operations